THE INTERNATIONAL LINKAGE OF REAL INTEREST-RATES - THE EUROPEAN UNITED-STATES CONNECTION

被引：81

作者：

CUMBY, RE ^{[1
]}

MISHKIN, FS ^{[1
]}

机构：

[1] COLUMBIA UNIV,GRAD SCH BUSINESS,NEW YORK,NY 10027

来源：

JOURNAL OF INTERNATIONAL MONEY AND FINANCE | 1986年 / 5卷 / 01期

关键词：

D O I：

10.1016/0261-5606(86)90047-1

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：5 / 23

页数：19

共 28 条

[1]

[Anonymous], [No title captured]

[2]

Branson W. H., 1979, INFLATION UNEMPLOYME

[3] 2-STEP 2-STAGE LEAST-SQUARES ESTIMATION IN MODELS WITH RATIONAL-EXPECTATIONS [J].

CUMBY, RE ;

HUIZINGA, J ;

OBSTFELD, M .

JOURNAL OF ECONOMETRICS, 1983, 21 (03) :333-355

[4]

Darby MichaelR., 1983, INT TRANSMISSION INF

[5] FINANCIAL AND TAX EFFECTS OF MONETARY-POLICY ON INTEREST-RATES [J].

DARBY, MR .

ECONOMIC INQUIRY, 1975, 13 (02) :266-276

[6] EXPECTATIONS AND EXCHANGE-RATE DYNAMICS [J].

DORNBUSCH, R .

JOURNAL OF POLITICAL ECONOMY, 1976, 84 (06) :1161-1176

[7] REAL INTEREST-RATES, HOME GOODS, AND OPTIMAL EXTERNAL BORROWING [J].

DORNBUSCH, R .

JOURNAL OF POLITICAL ECONOMY, 1983, 91 (01) :141-153

[8] ESTIMATES OF THE VARIANCE OF UNITED-STATES INFLATION BASED UPON THE ARCH MODEL [J].

ENGLE, RF .

JOURNAL OF MONEY CREDIT AND BANKING, 1983, 15 (03) :286-301

[9] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J].

ENGLE, RF .

ECONOMETRICA, 1982, 50 (04) :987-1007

[10]

Fisher I, 1930, THEORY INTEREST

← 1 2 3 →